Welcome. Thank you for choosing Just Answer.
IF what you say about the fitment is true.....you do not have a 1996 Dyna.
if you give me you VIN, I can verify the model and year.
without that information, I go by the HD parts catalog, which says a '96 dyna gets a -96 speedo.
My VIN number is: 1HD1GHL30TY305443 and I'm the original owner.
you have a 1996 FXD.
the speedometer for your bike is 67025-96, per the Harley Davidson factory parts catalog (p/n 99450-96)
I cannot explain why the connection is not compatible, only that the correct part number is XXXXX above AND that the speedometer senses off 4th gear, mainshaft, which was changed in 1996 and explains why your -95 speedo reads off.
I stand by my previous answer.
if it is your desire to calibrate the speedo, you will have no choice but to purchase an add-on calibrator. Dakota Digital sells one http://customchromecatalog.com/2011/full.asp?page=1132
other than an add-on calibrator, your speedo has no calibration capability. they are calibrated at the factory for specific applications and sold by HARLEY calibrated as-is.
Thanks again for your help. Ed